-20.1%
LVS vs ATI
+13.5%
-33.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +2.8% |
| 7D | -0.8% | +4.2% | -5.0% | -1.1% |
| 30D | +10.0% | -2.5% | +12.5% | +9.1% |
| 3M | -11.0% | -19.4% | +8.4% | -12.4% |
| 6M | -20.1% | +11.1% | -31.2% | -22.5% |
| All | -20.1% | +13.5% | -33.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling